Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47710.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46315.83 Kr¶

PnL: ---------------------------------------> -572.74 Kr¶

DD now: ---------------------------------> -1.89 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:16:51.586021'

Anic Portfolio¶

Today¶

Return: -0.502 %¶

This Week¶

Return: -0.422 %¶

Total¶

Return: 56.193 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -0.670000 3073.200000 102.200000 3.440000 2971.000006
SAAB B 8 1.200000 3448.000000 71.000000 2.100000 3377.000000
Boozt 12 0.350000 1702.800000 48.800000 2.950000 1653.999996
AcadeMedia 12 -1.940000 595.440000 38.440000 6.900000 557.000004
Corem Property Group B 59 -1.420000 613.600000 36.600000 6.340000 576.999999
MedCap 2 0.000000 456.000000 35.000000 8.310000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.310000 389.700000 34.700000 9.770000 355.000000
Resurs Holding 22 -0.580000 605.880000 31.880000 5.550000 573.999998
HMS Networks 2 -2.080000 696.000000 23.000000 3.420000 673.000000
Nordea Bank Abp 29 0.540000 3473.040000 19.040000 0.550000 3453.999992
Swedbank A 3 -0.390000 578.850000 14.850000 2.630000 564.000000
Securitas B 6 -0.800000 583.920000 13.920000 2.440000 570.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 0.000000 539.000000 11.000000 2.080000 527.999997
Intrum 4 -1.580000 536.800000 9.800000 1.860000 527.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Coor Service Management Hold. 8 -0.070000 541.600000 9.600000 1.800000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.670000 248.640000 2.640000 1.070000 246.000000
Handelsbanken A 5 0.090000 548.250000 2.250000 0.410000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.040000 560.400000 -13.600000 -2.370000 574.000000
Midsona B 63 -1.210000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -1.080000 511.810000 -22.190000 -4.160000 533.999999
Essity A 4 -0.880000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -1.250000 551.000000 -43.570000 -7.330000 594.565215
Sampo Oyj SDB 7 -0.460000 3790.500000 -59.500000 -1.550000 3850.000000
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Axfood 13 0.540000 3602.300000 -153.700000 -4.090000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -1.180000 1431.000000 -233.000000 -14.000000 1663.999992
Ovzon 52 -2.000000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46338.110000 -550.460000 -1.84415% 46888.564618

Updated:¶

'2023-01-25 10:15:42.246452'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶